[R] Wavelets analysis

Poizot Emmanuel poizot at cnam.fr
Tue Feb 18 17:52:04 CET 2003


I would like to compare 2 vectors representing 2 signals.
To do so, I use a wavelet decomposition (wavethresh package).
I then try to find if the such transformed vectors are equivalent or not.
I can do for example a simple a correlation test on wavelets coefficents, but 
it seems to me that in this case, it's no more better than a FFT analysis.
What I wanted to do (and that's my question), is to compare coefficients 
but also compare the relative positions of coefficients on each levels.
Does anybody did such a stuff under R ?

Emmanuel POIZOT
Digue de Collignon
50110 Tourlaville
Tél : (33)(0)2 33 88 73 42
Fax : (33)(0)2 33 88 73 39

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